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Reference date:
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October 31, 2019
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Currency
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RUB
|
|
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Units
|
1,000,000
|
|
|
|
|
|
|
|
|
|
|
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FX and precious metals market
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Securities market
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Derivatives market
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Standardised OTC derivatives market
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Hypothetical capital (KCCP)
|
5.58
|
1851.51
|
16.77
|
29.04
|
|
C-factor
|
0.16%
|
25.14%
|
0.66%
|
1.98%
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|
DFCM
|
3 030.00
|
2 364.00
|
1 030.00
|
470.00
|
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DFCCP
|
2 500.00
|
5 000.00 *
|
1 500.00
|
1 000.00
|
*including additional dedicated CCP capital in amount of 3 billion RUB
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|
